Computational Economics: Heterogeneous Agent Modeling

Introduction: Why heterogeneity?
Cars Hommes and Blake LeBaron

Macroeconomics
1. Bounded Rationality and Heterogeneous Agents in Macroeconomics: Microfoundations
William Branch and Bruce McGough
2. Agent-based Macroeconomics (including policy & innovation)
Herbert Dawid and Domenico Delli Gatti
3. Firm Dynamics
Robert Axtell
4. Heterogeneous agents in the Macroeconomy: Reduced-heterogeneity representations
Xavier Ragot

Finance
5. Heterogeneous Agent Models in Finance
Xue-Zhong (Tony) He and Roberto Dieci
6. Leverage Cycles
Doyne Farmer
7. Market Microstructure
Jean-Philippe Bouchaud

Empirical validation and experiments
8. Empirical Validation of Heterogeneous Agent Models
Thomas Lux and Remco Zwinkels
9. Experimental Macroeconomics
Jasmina Arifovic and John Duffy
10. Experimental Games
Rosemarie Nagel and Felix Mauersberger

Networks
11. Complex Financial Networks
Giulia Iori and Rosario N. Mantegna
12. Economic and Social Networks
Sanjeev Goyal

Other Applications
13. Market Design and Electricity Markets
Leigh Tesfatsion

Perspectives on heterogeneity
14. Modeling a Heterogeneous World
Alan Kirman and Rick Bookstaber

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• Econometria
• Matemática e sistemas do negócio

<P>Heterogeneous agent models; agent-based macroeconomics; microfoundations; agent-based computational economics</P>